Shields Up Test

I am using the ESS 3.0.551 version and just went to the "Shields up" test on www.grc.com to test it. I tried the test for "all service ports" and they all come back as blocked, not stealthed, same on PC Flank. This happens on both my laptop and desktop. Just to clarify I have a laptop with Vista Home Premium, and a desktop with Vista Ultimate connected to the internet via a D-link DIR-635 router, the laptop wirelessly. I previously used PC Tools firewall and all ports showed as stealth. Any settings in ESS I can change to change this?